Here is what I came up with:
Public Sub SeqDate()
Dim lngBottomRow As Long
Dim blnContinue As Boolean
blnContinue = True
Do Until blnContinue = False
lngBottomRow = ActiveSheet.Range("A65536").End(xlUp).Row
blnContinue = False
For i = 2 To lngBottomRow
If ActiveSheet.Cells(i, 1).Value - ActiveSheet.Cells(i - 1, 1).Value > 1 Then
ActiveSheet.Rows(i).Insert shift:=xlShiftDown
ActiveSheet.Cells(i, 1).Value = ActiveSheet.Cells(i - 1, 1).Value + 1
ActiveSheet.Cells(i, 2).Value = WeekdayName(Weekday(ActiveSheet.Cells(i, 1).Value))
blnContinue = True
End If
Next i
Loop
End Sub
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